摘要 : This paper investigates the role of the frequency of price overreactions in the cryp-tocurrency market in the case of BitCoin over the period 2013-2018. Specifically, it uses a static approach to detect overreactions and then carr... 展开
作者 | Guglielmo Maria Caporale Alex Plastun Viktor Oliinyk |
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作者单位 | |
期刊名称 | 《Financial Markets and Portfolio Management》 |
页码/总页数 | 109-131 / 23 |
语种 | 英语 |
关键词 | Cryptocurrency Bitcoin Anomalies Overreactions Abnormal returns Frequency of overreactions |
DOI | 10.1007/s11408-019-00332-5 |
馆藏号 | F-469 |